Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324865.1399 | 42111.8834 | 282753.2565 | 548730.6262 | 102438.6818 | 446291.9443 |
Total P&L (%) | 324.8651 | 42.1119 | 282.7533 | 548.7306 | 102.4387 | 446.2919 |
Avg Daily Profit (%) | 0.1951 | 0.0253 | 0.1698 | 0.1124 | 0.0424 | 0.102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84534 | -37521 | -83890 | -469087 | -64850 | -465491 |
Profit Factor | 2.9426 | 1.6051 | 3.8959 | 1.7943 | 1.595 | 1.8604 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 14 | 12 | 2 | 14 | 12 | 2 |
Profitability (%) | 79.7101 | 65.7143 | 94.1176 | 79.7101 | 65.7143 | 94.1176 |
Ratio Avg Win / Avg Loss | 0.749 | 0.8374 | 0.2435 | 0.4567 | 0.8322 | 0.1163 |
Largest Winning Trade | 30757 | 14354 | 30757 | 99508 | 41834 | 99508 |
Largest Losing Trade | -83890 | -29331 | -83890 | -465491 | -51372 | -465491 |
Avg Bars in Trades | 58 | 19 | 98 | 58 | 19 | 98 |
Avg Bars in Winners | 48 | 10 | 75 | 48 | 10 | 75 |
Avg Bars in Losers | 98 | 37 | 468 | 98 | 37 | 468 |
Bars Traded | 4034 | 695 | 3339 | 4034 | 695 | 3339 |
Profit Streak | 173.431 | 173.431 | 538.7643 | 173.431 | 173.431 | 538.7643 |
Trades During Streak | 6 | 3 | 11 | 6 | 3 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90288 | -157197 | 658109 | -142652 | -132436 | -49299 |
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4995, "evaluation_days": 1665, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1621209600000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759602034389, "expiration_time": 1763909280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 190, "offset": 0, "scalar": 5 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 324865.1398776466, 42111.883411448, 282753.2564661986, 548730.6261858558, 102438.6818407251, 446291.9443451308 ], [ 324.86514, 42.111883, 282.753256, 548.730626, 102.438682, 446.291944 ], [ 0.195114, 0.025292, 0.169822, 0.112366, 0.042367, 0.102033 ], [ 10, 10, 10, 10, 10, 10 ], [ -84534, -37521, -83890, -469087, -64850, -465491 ], [ 2.942575, 1.605102, 3.895887, 1.79429, 1.595016, 1.860433 ], [ 69, 35, 34, 69, 35, 34 ], [ 55, 23, 32, 55, 23, 32 ], [ 14, 12, 2, 14, 12, 2 ], [ 79.710145, 65.714286, 94.117647, 79.710145, 65.714286, 94.117647 ], [ 0.749019, 0.837444, 0.243493, 0.456728, 0.832182, 0.116277 ], [ 30757, 14354, 30757, 99508, 41834, 99508 ], [ -83890, -29331, -83890, -465491, -51372, -465491 ], [ 58, 19, 98, 58, 19, 98 ], [ 48, 10, 75, 48, 10, 75 ], [ 98, 37, 468, 98, 37, 468 ], [ 4034, 695, 3339, 4034, 695, 3339 ], [ 173.430953, 173.430954, 538.764287, 173.430954, 173.430954, 538.764287 ], [ 6, 3, 11, 6, 3, 11 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -90288, -157197, 658109, -142652, -132436, -49299 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4995, "evaluation_days": 1665, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1621209600000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759602034389, "expiration_time": 1763909280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 190, "offset": 0, "scalar": 5 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|